On the lack of Gaussian tail for rough line integrals along fractional Brownian paths

DOI10.1007/s00440-023-01242-4arXiv2206.12161OpenAlexW4388110253MaRDI QIDQ6193774

X. Geng, Horatio Boedihardjo

Publication date: 19 March 2024

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2206.12161

zbMATH Keywords

fractional Brownian motionlack of Gaussian tailrough line integrals

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Rough paths (60L20)

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